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Nonlinear extensions of the Kalman filter (KF), such as the extended Kalman filter (EKF) and the unscented Kalman filter (UKF), are indispensable for state estimation in complex dynamical systems, yet the conditions for a nonlinear KF to…
In this article, we address the prospects and key enabling technologies for highly efficient and accurate device positioning and tracking in 5G radio access networks. Building on the premises of ultra-dense networks as well as on the…
Measuring the spectral properties of an optical frequency comb is among the most fundamental tasks of precision metrology. In contrast to general single-parameter measurement schemes, we demonstrate here single shot multiparameter…
Modelocked frequency comb lasers have always operated with a single pulse circulating in the laser cavity. This meant that each laser technology had an associated limit on pulse repetition rate. Achieving higher rates required different…
Precise measurements in optical and atomic systems often rely on differential interferometry. This method allows to handle large and correlated phase noise contributions -- such as environmental vibrations, thermal fluctuations, or…
Dual-frequency comb spectroscopy permits broadband precision spectroscopic measurements with short acquisition time. A dramatic improvement of the maximal spectral bandwidth and the minimal measurement time can be expected when the lasers'…
Complex-valued processing has brought deep learning-based speech enhancement and signal extraction to a new level. Typically, the process is based on a time-frequency (TF) mask which is applied to a noisy spectrogram, while complex masks…
The optimal fusion of estimates in a Distributed Kalman Filter (DKF) requires tracking of the complete network error covariance, problematic in terms of memory and communication. A scalable alternative is to fuse estimates under unknown…
In hands-free communication system, the coupling between loudspeaker and microphone generates echo signal, which can severely influence the quality of communication. Meanwhile, various types of noise in communication environments further…
Noise in optical Telecom fibers is an important limitation on optical quantum data transmission. Unfortunately, the classically successful amplifiers (such as EDFA) cannot be used in quantum communication because of the no-cloning theorem.…
The ensemble Kalman filter (EnKF) is an efficient algorithm for many data assimilation problems. In certain circumstances, however, divergence of the EnKF might be spotted. In previous studies, the authors proposed an…
The ensemble Kalman filter (EnKF) is a Monte Carlo based implementation of the Kalman filter (KF) for extremely high-dimensional, possibly nonlinear and non-Gaussian state estimation problems. Its ability to handle state dimensions in the…
Recent research in nonlinear filtering and signal processing has suggested an efficient derivative-free Extended Kalman filter (EKF) designed for discrete-time stochastic systems. Such approach, however, has failed to address the estimation…
We study the ensemble Kalman filter (EnKF) algorithm for sequential data assimilation in a general situation, that is, for nonlinear forecast and measurement models with non-additive and non-Gaussian noises. Such applications traditionally…
We present a general framework to study the simultaneous estimation of multiple phases in the presence of noise as a discretized model for phase imaging. This approach can lead to nontrivial bounds of the precision for multiphase…
The iterative ensemble Kalman filter (IEnKF) in a deterministic framework was introduced in Sakov et al. (2012) to extend the ensemble Kalman filter (EnKF) and improve its performance in mildly up to strongly nonlinear cases. However, the…
This article theoretically proposes a new dual interferometer technique to accurately calibrate two laser frequencies simultaneously using four-wave mixing in an alkali metal vapor cell. The two frequency-calibrated lasers are mixed to…
The Kalman filter is a fundamental tool for state estimation in dynamical systems. While originally developed for linear Gaussian settings, it has been extended to nonlinear problems through approaches such as the extended and unscented…
Accurate phase estimation plays a pivotal role in quantum metrology, yet its precision is significantly affected by noise, particularly phase-diffusive noise caused by phase drift. To address this challenge, the joint estimation of phase…
Sensing a magnetic field with an atomic magnetometer operated in real time presents significant challenges, primarily due to sensor non-linearity, the presence of noise, and the need for one-shot estimation. To address these challenges, we…